ICE US Dollar Index Future June 2015
| Trading Metrics calculated at close of trading on 06-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2015 |
06-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
98.435 |
96.835 |
-1.600 |
-1.6% |
97.620 |
| High |
98.565 |
97.455 |
-1.110 |
-1.1% |
99.005 |
| Low |
97.555 |
96.490 |
-1.065 |
-1.1% |
97.555 |
| Close |
97.673 |
96.961 |
-0.712 |
-0.7% |
97.673 |
| Range |
1.010 |
0.965 |
-0.045 |
-4.5% |
1.450 |
| ATR |
1.178 |
1.179 |
0.000 |
0.0% |
0.000 |
| Volume |
40,553 |
31,131 |
-9,422 |
-23.2% |
174,454 |
|
| Daily Pivots for day following 06-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.864 |
99.377 |
97.492 |
|
| R3 |
98.899 |
98.412 |
97.226 |
|
| R2 |
97.934 |
97.934 |
97.138 |
|
| R1 |
97.447 |
97.447 |
97.049 |
97.691 |
| PP |
96.969 |
96.969 |
96.969 |
97.090 |
| S1 |
96.482 |
96.482 |
96.873 |
96.726 |
| S2 |
96.004 |
96.004 |
96.784 |
|
| S3 |
95.039 |
95.517 |
96.696 |
|
| S4 |
94.074 |
94.552 |
96.430 |
|
|
| Weekly Pivots for week ending 03-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.428 |
101.500 |
98.471 |
|
| R3 |
100.978 |
100.050 |
98.072 |
|
| R2 |
99.528 |
99.528 |
97.939 |
|
| R1 |
98.600 |
98.600 |
97.806 |
99.064 |
| PP |
98.078 |
98.078 |
98.078 |
98.310 |
| S1 |
97.150 |
97.150 |
97.540 |
97.614 |
| S2 |
96.628 |
96.628 |
97.407 |
|
| S3 |
95.178 |
95.700 |
97.274 |
|
| S4 |
93.728 |
94.250 |
96.876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.005 |
96.490 |
2.515 |
2.6% |
0.872 |
0.9% |
19% |
False |
True |
41,117 |
| 10 |
99.005 |
96.315 |
2.690 |
2.8% |
1.033 |
1.1% |
24% |
False |
False |
50,972 |
| 20 |
100.785 |
94.765 |
6.020 |
6.2% |
1.358 |
1.4% |
36% |
False |
False |
63,276 |
| 40 |
100.785 |
94.420 |
6.365 |
6.6% |
1.024 |
1.1% |
40% |
False |
False |
33,393 |
| 60 |
100.785 |
91.995 |
8.790 |
9.1% |
0.990 |
1.0% |
56% |
False |
False |
22,532 |
| 80 |
100.785 |
88.115 |
12.670 |
13.1% |
0.882 |
0.9% |
70% |
False |
False |
16,955 |
| 100 |
100.785 |
87.500 |
13.285 |
13.7% |
0.802 |
0.8% |
71% |
False |
False |
13,575 |
| 120 |
100.785 |
84.895 |
15.890 |
16.4% |
0.732 |
0.8% |
76% |
False |
False |
11,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.556 |
|
2.618 |
99.981 |
|
1.618 |
99.016 |
|
1.000 |
98.420 |
|
0.618 |
98.051 |
|
HIGH |
97.455 |
|
0.618 |
97.086 |
|
0.500 |
96.973 |
|
0.382 |
96.859 |
|
LOW |
96.490 |
|
0.618 |
95.894 |
|
1.000 |
95.525 |
|
1.618 |
94.929 |
|
2.618 |
93.964 |
|
4.250 |
92.389 |
|
|
| Fisher Pivots for day following 06-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
96.973 |
97.733 |
| PP |
96.969 |
97.475 |
| S1 |
96.965 |
97.218 |
|